2017_18
Guia docent 
Facultat d'Economia i Empresa
A A A 
català 
Mercats Internacionals (2016)
 Assignatures
  ANÀLISI DE DADES MACROECONÒMIQUES
   Continguts
Tema Subtema
Panel Data Models 1.1 The Fixed Effects ('Within') Estimator
1.2 The Between Estimator
1.3 The First-Differenced (FD) Estimator
1.4 Random effects
1.5 Dynamics Panel Data Models
Testing Exchanges Rate Models 2.1 Law of one price (LOOP) and purchasing power parity (PPP).
2.2 Convergence speed and half-life.
2.3 Linear versus nonlinear adjustment.
2.4 threshold model.
2.5 Test unbiased forward exchange rate (UFER) hypothesis.
Structural Vector Autoregressions 2.1 Structural Model
2.2 Identification
2.3 Model selection criteria
2.4 Impulse response analysis
2.5 Examples from macro VARs
2.6 Forecasting